Answer:

This behavior is by design. The backslash character is an escape character
for certain other characters.

It is sometimes necessary to prevent macro substitution. If you want to
display a macro rather than its contents, you might want to write something
like

. display "$myfile"

in the case of a global macro or

. display "`myfile'"

in the case of a local macro. Of course, this won’t work, as Stata
will immediately substitute the value of the “myfile” global or
local macro and display that instead.

Stata allows you to use the backslash as a protection or
“escape” character to prevent macro substitution or to allow
delayed macro substitution.

In the examples above, the proper syntax would be

. display "\$myfile" . display "\`myfile'"

to literally display

$myfile `myfile'

This leads to another issue. What if a user really wishes to have a
backslash in a command and still have a macro expanded after it? For
example,

. use c:\data\`myfile'

Because the backslash is an escape character and prevents macro
substitution, Stata will literally try to read a file named
c:\data'myfile'. Therefore, the escape character must also be able
to escape itself—to tell Stata not to have it escape the opening
macro character that might follow:

. use c:\data\\`myfile'

Technical Note:
An alternative is
to use forward slashes (/) when writing paths. Stata will interpret the
forward slash correctly as a path delimiter. For example, you could
type

. use c:/data/`myfile'

and avoid the
problem altogether.

Stata’s rules on this protection are simple and consistent:

Anywhere this is typed

Stata sees this

\$

$

\`

`

\\

\

\

\ (after applying the rules above)

This is why, in the examples above, every set of two backslashes
“collapsed” into a single backslash.